NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
71.36 |
71.67 |
0.31 |
0.4% |
74.76 |
| High |
72.03 |
72.20 |
0.17 |
0.2% |
75.20 |
| Low |
70.61 |
68.49 |
-2.12 |
-3.0% |
69.08 |
| Close |
71.56 |
68.85 |
-2.71 |
-3.8% |
71.44 |
| Range |
1.42 |
3.71 |
2.29 |
161.3% |
6.12 |
| ATR |
2.46 |
2.55 |
0.09 |
3.6% |
0.00 |
| Volume |
119,845 |
189,445 |
69,600 |
58.1% |
754,133 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.98 |
78.62 |
70.89 |
|
| R3 |
77.27 |
74.91 |
69.87 |
|
| R2 |
73.56 |
73.56 |
69.53 |
|
| R1 |
71.20 |
71.20 |
69.19 |
70.53 |
| PP |
69.85 |
69.85 |
69.85 |
69.51 |
| S1 |
67.49 |
67.49 |
68.51 |
66.82 |
| S2 |
66.14 |
66.14 |
68.17 |
|
| S3 |
62.43 |
63.78 |
67.83 |
|
| S4 |
58.72 |
60.07 |
66.81 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.27 |
86.97 |
74.81 |
|
| R3 |
84.15 |
80.85 |
73.12 |
|
| R2 |
78.03 |
78.03 |
72.56 |
|
| R1 |
74.73 |
74.73 |
72.00 |
73.32 |
| PP |
71.91 |
71.91 |
71.91 |
71.20 |
| S1 |
68.61 |
68.61 |
70.88 |
67.20 |
| S2 |
65.79 |
65.79 |
70.32 |
|
| S3 |
59.67 |
62.49 |
69.76 |
|
| S4 |
53.55 |
56.37 |
68.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.84 |
68.49 |
4.35 |
6.3% |
2.45 |
3.6% |
8% |
False |
True |
152,458 |
| 10 |
79.67 |
68.49 |
11.18 |
16.2% |
2.62 |
3.8% |
3% |
False |
True |
151,290 |
| 20 |
79.67 |
68.49 |
11.18 |
16.2% |
2.60 |
3.8% |
3% |
False |
True |
121,564 |
| 40 |
86.93 |
68.49 |
18.44 |
26.8% |
2.56 |
3.7% |
2% |
False |
True |
90,933 |
| 60 |
88.21 |
68.49 |
19.72 |
28.6% |
2.42 |
3.5% |
2% |
False |
True |
75,079 |
| 80 |
88.21 |
68.49 |
19.72 |
28.6% |
2.19 |
3.2% |
2% |
False |
True |
62,422 |
| 100 |
88.21 |
68.49 |
19.72 |
28.6% |
2.07 |
3.0% |
2% |
False |
True |
52,203 |
| 120 |
88.21 |
67.07 |
21.14 |
30.7% |
1.99 |
2.9% |
8% |
False |
False |
44,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.97 |
|
2.618 |
81.91 |
|
1.618 |
78.20 |
|
1.000 |
75.91 |
|
0.618 |
74.49 |
|
HIGH |
72.20 |
|
0.618 |
70.78 |
|
0.500 |
70.35 |
|
0.382 |
69.91 |
|
LOW |
68.49 |
|
0.618 |
66.20 |
|
1.000 |
64.78 |
|
1.618 |
62.49 |
|
2.618 |
58.78 |
|
4.250 |
52.72 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.35 |
70.35 |
| PP |
69.85 |
69.85 |
| S1 |
69.35 |
69.35 |
|